| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
8,249.5 |
8,152.0 |
-97.5 |
-1.2% |
8,325.5 |
| High |
8,273.5 |
8,251.5 |
-22.0 |
-0.3% |
8,373.5 |
| Low |
8,121.0 |
8,152.0 |
31.0 |
0.4% |
8,205.0 |
| Close |
8,149.0 |
8,236.0 |
87.0 |
1.1% |
8,262.5 |
| Range |
152.5 |
99.5 |
-53.0 |
-34.8% |
168.5 |
| ATR |
87.0 |
88.1 |
1.1 |
1.3% |
0.0 |
| Volume |
100,416 |
115,085 |
14,669 |
14.6% |
398,080 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,511.5 |
8,473.5 |
8,290.5 |
|
| R3 |
8,412.0 |
8,374.0 |
8,263.5 |
|
| R2 |
8,312.5 |
8,312.5 |
8,254.0 |
|
| R1 |
8,274.5 |
8,274.5 |
8,245.0 |
8,293.5 |
| PP |
8,213.0 |
8,213.0 |
8,213.0 |
8,223.0 |
| S1 |
8,175.0 |
8,175.0 |
8,227.0 |
8,194.0 |
| S2 |
8,113.5 |
8,113.5 |
8,218.0 |
|
| S3 |
8,014.0 |
8,075.5 |
8,208.5 |
|
| S4 |
7,914.5 |
7,976.0 |
8,181.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,786.0 |
8,692.5 |
8,355.0 |
|
| R3 |
8,617.5 |
8,524.0 |
8,309.0 |
|
| R2 |
8,449.0 |
8,449.0 |
8,293.5 |
|
| R1 |
8,355.5 |
8,355.5 |
8,278.0 |
8,318.0 |
| PP |
8,280.5 |
8,280.5 |
8,280.5 |
8,261.5 |
| S1 |
8,187.0 |
8,187.0 |
8,247.0 |
8,149.5 |
| S2 |
8,112.0 |
8,112.0 |
8,231.5 |
|
| S3 |
7,943.5 |
8,018.5 |
8,216.0 |
|
| S4 |
7,775.0 |
7,850.0 |
8,170.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,317.0 |
8,121.0 |
196.0 |
2.4% |
95.5 |
1.2% |
59% |
False |
False |
86,709 |
| 10 |
8,373.5 |
8,121.0 |
252.5 |
3.1% |
93.0 |
1.1% |
46% |
False |
False |
91,860 |
| 20 |
8,489.0 |
8,121.0 |
368.0 |
4.5% |
84.0 |
1.0% |
31% |
False |
False |
85,028 |
| 40 |
8,489.0 |
7,766.5 |
722.5 |
8.8% |
82.0 |
1.0% |
65% |
False |
False |
88,492 |
| 60 |
8,489.0 |
7,718.5 |
770.5 |
9.4% |
80.0 |
1.0% |
67% |
False |
False |
89,939 |
| 80 |
8,489.0 |
7,611.5 |
877.5 |
10.7% |
71.0 |
0.9% |
71% |
False |
False |
79,361 |
| 100 |
8,489.0 |
7,474.0 |
1,015.0 |
12.3% |
59.5 |
0.7% |
75% |
False |
False |
63,491 |
| 120 |
8,489.0 |
7,450.0 |
1,039.0 |
12.6% |
52.0 |
0.6% |
76% |
False |
False |
52,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,674.5 |
|
2.618 |
8,512.0 |
|
1.618 |
8,412.5 |
|
1.000 |
8,351.0 |
|
0.618 |
8,313.0 |
|
HIGH |
8,251.5 |
|
0.618 |
8,213.5 |
|
0.500 |
8,202.0 |
|
0.382 |
8,190.0 |
|
LOW |
8,152.0 |
|
0.618 |
8,090.5 |
|
1.000 |
8,052.5 |
|
1.618 |
7,991.0 |
|
2.618 |
7,891.5 |
|
4.250 |
7,729.0 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
8,224.5 |
8,223.0 |
| PP |
8,213.0 |
8,210.0 |
| S1 |
8,202.0 |
8,197.0 |
|